@Article{leamer1985sensitivity,
  author    = {Leamer, Edward E},
  journal   = {The American Economic Review},
  title     = {Sensitivity analyses would help},
  year      = {1985},
  number    = {3},
  pages     = {308--313},
  volume    = {75},
  publisher = {American Economic Association},
  url       = {https://www.jstor.org/stable/1814801},
}

@Article{saltelli2019why,
  author    = {Andrea Saltelli and Ksenia Aleksankina and William Becker and Pamela Fennell and Federico Ferretti and Niels Holst and Sushan Li and Qiongli Wu},
  journal   = {Environmental Modelling \& Software},
  title     = {Why so many published sensitivity analyses are false: A systematic review of sensitivity analysis practices},
  year      = {2019},
  month     = {apr},
  pages     = {29--39},
  volume    = {114},
  doi       = {10.1016/j.envsoft.2019.01.012},
  publisher = {Elsevier {BV}},
}


@Article{hendry2004automatic,
  author       = {Hendry, David F and Krolzig, Hans-Martin},
  date         = {2004-09},
  journaltitle = {Electoral Studies},
  title        = {Automatic model selection: A new instrument for social science},
  doi          = {10.1016/j.electstud.2004.05.002},
  number       = {3},
  pages        = {525--544},
  volume       = {23},
  journal      = {Electoral Studies},
  publisher    = {Elsevier},
  year         = {2004},
}

@Article{desboulets2018review,
  author       = {Desboulets, Loann David Denis},
  date         = {2018-11},
  journaltitle = {Econometrics},
  title        = {A review on variable selection in regression analysis},
  doi          = {10.3390/econometrics6040045},
  number       = {4},
  pages        = {1--27},
  volume       = {6},
  journal      = {Econometrics},
  publisher    = {MDPI},
  year         = {2018},
}

@Manual{R-MASS,
  title  = {\pkg{MASS}: Support functions and datasets for Venables and Ripley's MASS},
  author = {Brian Ripley},
  note   = {R package version 7.3-60},
  year   = {2023},
  url    = {http://www.stats.ox.ac.uk/pub/MASS4/},
}

@Book{burnham2002model,
  author    = {Kenneth P. Burnham and David R. Anderson},
  publisher = {Springer},
  title     = {Model selection and multimodel inference},
  year      = {2002},
  address   = {New York},
  isbn      = {0387953647},
  doi       = {10.1007/b97636},
}

@Book{venables2002modern,
  author    = {W. N. Venables and B. D. Ripley},
  publisher = {Springer},
  title     = {Modern applied statistics with \proglang{S}},
  year      = {1999},
  address   = {New York},
  edition   = {Third},
  isbn      = {0-387-95457-0},
  pages     = {495},
  url       = {https://www.stats.ox.ac.uk/pub/MASS4/},
}

@Article{calcagno2010glmulti,
  author    = {Calcagno, Vincent and de Mazancourt, Claire},
  journal   = {Journal of Statistical Software},
  title     = {\pkg{glmulti}: An \proglang{R} package for easy automated model selection with (generalized) linear models},
  year      = {2010},
  number    = {12},
  pages     = {1--29},
  volume    = {34},
  doi       = {10.18637/jss.v034.i12},
  publisher = {Foundation for Open Access Statistic},
}

@Manual{R-glmulti,
  title  = {\pkg{glmulti}: Model selection and multimodel inference made easy},
  author = {Vincent Calcagno},
  note   = {R package version 1.0.8},
  year   = {2020},
  url    = {https://CRAN.R-project.org/package=glmulti},
}

@Manual{R-MuMIn,
  title  = {\pkg{MuMIn}: Multi-model inference},
  author = {Kamil Bartoń},
  note   = {R package version 1.47.5},
  year   = {2023},
  url    = {https://CRAN.R-project.org/package=MuMIn},
}

@Article{hyndman2008automatic,
  author       = {Hyndman, Rob J and Khandakar, Yeasmin},
  journal      = {Journal of Statistical Software},
  title        = {Automatic time series forecasting: The forecast package for \proglang{R}},
  year         = {2008},
  number       = {3},
  pages        = {1--22},
  volume       = {27},
  date         = {2008},
  doi          = {10.18637/jss.v027.i03},
  journaltitle = {Journal of Statistical Software},
  publisher    = {Foundation for Open Access Statistic},
}

@Manual{R-forecast,
  title  = {\pkg{forecast}: Forecasting functions for time series and linear models},
  author = {Rob Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Kirill Kuroptev and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
  note   = {R package version 8.21},
  year   = {2023},
  url    = {https://CRAN.R-project.org/package=forecast},
}

@Article{pfaff2008var,
  author  = {Bernhard Pfaff},
  journal = {Journal of Statistical Software},
  title   = {VAR, SVAR and SVEC models: Implementation within \proglang{R} package \pkg{vars}},
  year    = {2008},
  number  = {4},
  pages   = {1--32},
  volume  = {27},
  doi     = {10.18637/jss.v027.i04},
  url     = {https://www.jstatsoft.org/v27/i04/},
}

@Manual{R-vars,
  title  = {\pkg{vars}: VAR modelling},
  author = {Bernhard Pfaff},
  note   = {R package version 1.5-9},
  year   = {2023},
  url    = {https://www.pfaffikus.de},
}

@Article{eddelbuettel2011rcpp,
  author    = {Dirk Eddelbuettel and Romain Fran\c{c}ois},
  journal   = {Journal of Statistical Software},
  title     = {\pkg{Rcpp}: Seamless \proglang{R} and \proglang{C++} integration},
  year      = {2011},
  number    = {8},
  pages     = {1--18},
  volume    = {40},
  doi       = {10.18637/jss.v040.i08},
  publisher = {Foundation for Open Access Statistic},
}

@Manual{R-Rcpp,
  title  = {\pkg{Rcpp}: Seamless \proglang{R} and \proglang{C++} integration},
  author = {Dirk Eddelbuettel and Romain Francois and JJ Allaire and Kevin Ushey and Qiang Kou and Nathan Russell and Inaki Ucar and Douglas Bates and John Chambers},
  note   = {R package version 1.0.10},
  year   = {2023},
  url    = {https://CRAN.R-project.org/package=Rcpp},
}

@TechReport{pebay2008formulas,
  author      = {P{\'e}bay, Philippe Pierre},
  institution = {Sandia National Laboratories},
  title       = {Formulas for robust, one-pass parallel computation of covariances and arbitrary-order statistical moments.},
  year        = {2008},
}

@InProceedings{bennett2009numerically,
  author       = {Bennett, Janine and Grout, Ray and P{\'e}bay, Philippe and Roe, Diana and Thompson, David},
  booktitle    = {2009 {IEEE} International Conference on Cluster Computing and Workshops},
  title        = {Numerically stable, single-pass, parallel statistics algorithms},
  year         = {2009},
  organization = {IEEE},
  pages        = {1--8},
  publisher    = {{IEEE}},
  doi          = {10.1109/clustr.2009.5289161},
}

@Misc{zhu2011lbfgsb,
  author       = {Zhu, C. and Byrd, R. and Nocedal, J. and Morales, J.L.},
  howpublished = {\url{http://users.iems.northwestern.edu/~nocedal/lbfgsb.html}},
  note         = {Accessed: [2023-7-1]},
  title        = {\pkg{L-BFGS-B} software for large-scale bound-constrained optimization},
  year         = {2011},
  url          = {http://users.iems.northwestern.edu/~nocedal/lbfgsb.html},
}

@Article{hocking1976analysis,
  author    = {Hocking, R. R.},
  journal   = {Biometrics},
  title     = {A biometrics invited paper. The analysis and selection of variables in linear regression},
  year      = {1976},
  month     = {mar},
  number    = {1},
  pages     = {1--49},
  volume    = {32},
  doi       = {10.2307/2529336},
  publisher = {JSTOR},
}

@Manual{R-MTS,
  title  = {\pkg{MTS}: All-purpose toolkit for analyzing multivariate time series (MTS) and estimating multivariate volatility models},
  author = {Ruey S. Tsay and David Wood and Jon Lachmann},
  note   = {R package version 1.2.1},
  year   = {2022},
  url    = {https://CRAN.R-project.org/package=MTS},
}

@Article{sala1997just,
  author    = {Sala-i-Martin, Xavier},
  journal   = {The American Economic Review},
  title     = {I just ran two million regressions},
  year      = {1997},
  note      = {Papers and Proceedings of the Hundred and Fourth Annual Meeting of the American Economic},
  number    = {2},
  pages     = {178--183},
  volume    = {87},
  publisher = {American Economic Association},
  url       = {https://www.jstor.org/stable/2950909},
}

@Article{sala2004determinants,
  author    = {Sala-i-Martin, Xavier and Doppelhofer, Gernot and Miller, Ronald I},
  journal   = {American Economic Review},
  title     = {Determinants of long-term growth: A Bayesian averaging of classical estimates (BACE) approach},
  year      = {2004},
  month     = {aug},
  number    = {4},
  pages     = {813--835},
  volume    = {94},
  doi       = {10.1257/0002828042002570},
  publisher = {American Economic Association},
}

@Book{neumayer2017robustness,
  author    = {Neumayer, Eric and Pl{\"u}mper, Thomas},
  publisher = {Cambridge University Press},
  title     = {Robustness tests for quantitative research},
  year      = {2017},
  isbn      = {9781108233590},
  month     = {aug},
  doi       = {10.1017/9781108233590},
}

@Book{leamer1978specification,
  author    = {Leamer, Edward E},
  publisher = {John Wiley},
  title     = {Specification searches: Ad hoc inference with non-experimental data},
  year      = {1978},
  address   = {New York},
  isbn      = {0471015202},
  pages     = {370},
}

@Article{sims1980macroeconomics,
  author    = {Sims, Christopher A},
  journal   = {Econometrica},
  title     = {Macroeconomics and reality},
  year      = {1980},
  month     = {jan},
  number    = {1},
  pages     = {1--48},
  volume    = {48},
  doi       = {10.2307/1912017},
  publisher = {JSTOR},
}

@Article{box1976science,
  author    = {Box, George E. P.},
  journal   = {Journal of the American Statistical Association},
  title     = {Science and statistics},
  year      = {1976},
  month     = {dec},
  number    = {356},
  pages     = {791--799},
  volume    = {71},
  doi       = {10.1080/01621459.1976.10480949},
  publisher = {Taylor \& Francis},
}

@Article{hendry2004we,
  author    = {David F. Hendry and Hans-Martin Krolzig},
  journal   = {Oxford Bulletin of Economics and Statistics},
  title     = {We ran one regression},
  year      = {2004},
  month     = {dec},
  number    = {5},
  pages     = {799--810},
  volume    = {66},
  doi       = {10.1111/j.1468-0084.2004.102_1.x},
  publisher = {Wiley},
}

@Article{leamer1983let,
  author    = {Leamer, Edward E},
  journal   = {The American Economic Review},
  title     = {Let's take the con out of econometrics},
  year      = {1983},
  number    = {1},
  pages     = {31--43},
  volume    = {73},
  publisher = {JSTOR},
  url       = {https://www.jstor.org/stable/1803924},
}

@Article{granger1990reasonable,
  author    = {Granger, Clive WJ and Uhlig, Harald F},
  journal   = {Journal of Econometrics},
  title     = {Reasonable extreme-bounds analysis},
  year      = {1990},
  month     = {apr},
  number    = {1-2},
  pages     = {159--170},
  volume    = {44},
  doi       = {10.1016/0304-4076(90)90077-7},
  publisher = {Elsevier},
}

@Book{claeskens2008model,
  author    = {Gerda Claeskens and Nils Lid Hjort},
  publisher = {Cambridge University Press},
  title     = {Model selection and model averaging},
  year      = {2008},
  month     = {jan},
  doi       = {10.1017/cbo9780511790485},
  journal   = {Cambridge Books},
}

@Book{pedhazur1997multiple,
  author    = {Elazar J. Pedhazur},
  publisher = {Thomson Learning},
  title     = {Multiple regression in behavioral research: Explanation and prediction},
  year      = {1997},
  isbn      = {0030728312},
}

@Book{stock2020introduction,
  author    = {Stock, James H. and Watson, Mark W.},
  publisher = {Pearson},
  title     = {Introduction to econometrics},
  year      = {2020},
  edition   = {Fourth},
  isbn      = {9780134461991},
  pages     = {800},
}

@Book{moosa2017econometrics,
  author    = {Moosa, Imad A.},
  publisher = {Edward Elgar Publishing},
  title     = {Econometrics as a con art: Exposing the limitations and abuses of econometrics},
  year      = {2017},
  isbn      = {9781785369940},
  subtitle  = {Exposing the Limitations and Abuses of Econometrics},
}

@Article{sun2019forecasting,
  author    = {Sun, Shaolong and Wei, Yunjie and Tsui, Kwok-Leung and Wang, Shouyang},
  journal   = {Tourism Management},
  title     = {Forecasting tourist arrivals with machine learning and internet search index},
  year      = {2019},
  month     = {feb},
  pages     = {1--10},
  volume    = {70},
  doi       = {10.1016/j.tourman.2018.07.010},
  publisher = {Elsevier},
}

@Book{greene2020econometric,
  author    = {Greene, William H.},
  publisher = {Pearson Education Limited},
  title     = {Econometric analysis},
  year      = {2020},
  address   = {New York},
  edition   = {8th},
  isbn      = {9781292231136},
}

@Book{lutkepohl2005new,
  author    = {Lütkepohl, Helmut},
  publisher = {Springer},
  title     = {New introduction to multiple time series analysis},
  year      = {2005},
  address   = {Berlin},
  isbn      = {3540401725},
  doi       = {10.1007/978-3-540-27752-1},
}

@Book{greene2010modeling,
  author    = {Greene, William H. and Hensher, David A.},
  publisher = {Cambridge University Press},
  title     = {Modeling ordered choices: A primer},
  year      = {2010},
  isbn      = {9780511845062},
  month     = {apr},
  doi       = {10.1017/cbo9780511845062},
}

@Article{dufour2022practical,
  author    = {Dufour, Jean-Marie and Pelletier, Denis},
  journal   = {Journal of Business \& Economic Statistics},
  title     = {Practical methods for modeling weak VARMA processes: Identification, estimation and specification with a macroeconomic application},
  year      = {2022},
  month     = {may},
  number    = {3},
  pages     = {1140--1152},
  volume    = {40},
  doi       = {10.1080/07350015.2021.1904960},
  publisher = {Taylor \& Francis},
}

@Article{fawcett2006introduction,
  author       = {Fawcett, Tom},
  journal      = {Pattern Recognition Letters},
  title        = {An introduction to ROC analysis},
  year         = {2006},
  number       = {8},
  pages        = {861--874},
  volume       = {27},
  date         = {2006-06},
  doi          = {10.1016/j.patrec.2005.10.010},
  journaltitle = {Pattern Recognition Letters},
  publisher    = {Elsevier},
}

@Article{fawcett2006roc,
  author    = {Fawcett, Tom},
  journal   = {Pattern Recognition Letters},
  title     = {ROC graphs with instance-varying costs},
  year      = {2006},
  month     = {jun},
  number    = {8},
  pages     = {882--891},
  volume    = {27},
  doi       = {10.1016/j.patrec.2005.10.012},
  publisher = {Elsevier},
}

@Article{gneiting2005calibrated,
  author       = {Gneiting, Tilmann and Raftery, Adrian E and Westveld, Anton H and Goldman, Tom},
  journal      = {Monthly Weather Review},
  title        = {Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation},
  year         = {2005},
  number       = {5},
  pages        = {1098--1118},
  volume       = {133},
  date         = {2005-05},
  doi          = {10.1175/mwr2904.1},
  journaltitle = {Monthly Weather Review},
  publisher    = {American Meteorological Society},
}

@Book{trefethen1997numerical,
  author    = {Trefethen, Lloyd N. and Bau, David},
  publisher = {Society for Industrial and Applied Mathematics},
  title     = {Numerical linear algebra},
  year      = {1997},
  isbn      = {9780898714876},
  pages     = {361},
}

@Article{young2018model,
  author  = {Young, Cristobal},
  journal = {Sociological Research for a Dynamic World},
  title   = {Model uncertainty and the crisis in science},
  year    = {2018},
  month   = {jan},
  pages   = {1--7},
  volume  = {4},
  doi     = {10.1177/2378023117737206},
}

@Book{hyndman2018forecasting,
  author    = {Hyndman, Rob J and Athanasopoulos, George},
  publisher = {OTexts},
  title     = {Forecasting: Principles and practice},
  year      = {2018},
  url       = {https://otexts.com/fpp2/},
}

@Article{chirwa2016macroeconomic,
  author    = {Chirwa, Themba and Odhiambo, Nicholas},
  journal   = {South East European Journal of Economics and Business},
  title     = {Macroeconomic determinants of economic growth: A review of international literature},
  year      = {2016},
  month     = {dec},
  number    = {2},
  pages     = {33--47},
  volume    = {11},
  doi       = {10.1515/jeb-2016-0009},
  publisher = {Walter de Gruyter {GmbH}},
}

@Misc{datasetWorldbank,
  author = {{World Bank}},
  note   = {data retrieved from World Development Indicators, \url{https://datatopics.worldbank.org/world-development-indicators/}},
  title  = {World development indicators},
  year   = {2022},
}

@Misc{datasetBerka,
  author = {Petr Berka and Marta Sochorova},
  note   = {data retrieved from Web Archive, \url{https://web.archive.org/web/20180506061559/http://lisp.vse.cz/pkdd99/Challenge/chall.htm}. see also Relational Dataset Repository, \url{https://relational.fit.cvut.cz/dataset/Financial}},
  title  = {PKDD’99 discovery challenge, a collaborative effort in knowledge discovery from databases},
  year   = {1993},
}

@Misc{datasetPcp,
  author = {{International Commodity Prices}},
  note   = {data retrieved from International Monetary Fund, \url{https://www.imf.org/en/Research/commodity-prices}},
  title  = {Primary commodity prices (excel database)},
  year   = {2023},
}

@Article{manz2019determinants,
  author    = {Florian Manz},
  journal   = {Management Review Quarterly},
  title     = {Determinants of non-performing loans: What do we know? A systematic review and avenues for future research},
  year      = {2019},
  month     = {feb},
  number    = {4},
  pages     = {351--389},
  volume    = {69},
  doi       = {10.1007/s11301-019-00156-7},
  publisher = {Springer Science and Business Media {LLC}},
}

@Manual{R-knitr,
  title  = {knitr: A General-Purpose Package for Dynamic Report Generation in R},
  author = {Yihui Xie},
  note   = {R package version 1.43},
  year   = {2023},
  url    = {https://yihui.org/knitr/},
}

